13.77 Multiple choice: Regression effects Multiple regression is used to model y = college cumulative performance index

(CPI) using x1 = high school grade and x2 = average monthly attendance percentage.

a. It is possible that the coefficient of x1 is positive in a simple regression but negative in multiple regression.

b. It is possible that the correlation between y and x2 is 0.60 and the multiple correlation between y and x1 and x2 is 0.36.

c. If the F statistic for H0: b1 = b2 = 0 has a P-value

= 0.004, then we can conclude that both predictors have an effect on CPI.

d. If b2 = 0, then CPI is independent of x2 in simple regression.